Mirror Prox Algorithm for Multi-Term Composite Minimization and Semi-Separable Problems

In the paper, we develop a composite version of Mirror Prox algorithm for solving convex-concave saddle point problems and monotone variational inequalities of special structure, allowing to cover saddle point/variational analogies of what is usually called "composite minimization" (minimizing a sum of an easy-to-handle nonsmooth and a general-type smooth convex functions "as if" there were no nonsmooth component at all). We demonstrate that the composite Mirror Prox inherits the favourable (and unimprovable already in the large-scale bilinear saddle point case) $O(1/\epsilon)$ efficiency estimate of its prototype. We demonstrate that the proposed approach can be naturally applied to Lasso-type problems with several penalizing terms (e.g. acting together $\ell_1$ and nuclear norm regularization) and to problems of the structure considered in the alternating directions methods, implying in both cases methods with the $O(\epsilon^{-1})$ complexity bounds

Semi-smooth Newton methods for mixed FEM discretizations of higher-order for frictional, elasto-plastic two-body contact problems

International audienceIn this article a semi-smooth Newton method for frictional two-body contact problems and a solution algorithm for the resulting sequence of linear systems are presented. It is based on a mixed variational formulation of the problem and a discretization by finite elements of higher-order. General friction laws depending on the normal stresses and elasto-plastic material behavior with linear isotropic hardening are considered. Numerical results show the efficiency of the presented algorithm

Gap functions for quasi-equilibria

An approach for solving quasi-equilibrium problems (QEPs) is proposed relying on gap functions, which allow reformulating QEPs as global optimization problems. The (generalized) smoothness properties of a gap function are analysed and an upper estimate of its Clarke directional derivative is given. Monotonicity assumptions on both the equilibrium and constraining bifunctions are a key tool to guarantee that all the stationary points of a gap function actually solve QEP. A few classes of constraints satisfying such assumptions are identified covering a wide range of situations. Relying on these results, a descent method for solving QEP is devised and its convergence proved. Finally, error bounds are given in order to guarantee the boundedness of the sequence generated by the algorithm